Lendmark Funding Trust (LFT) 2022-1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD220.6403.34-AAA-AAA---FixedI-Curve200-2152005.12%5.185%99.97000
BUSD33.4603.88-AA+-AAA---FixedI-Curve2502505.62%5.695%99.97034
CUSD49.9804.12-A-AA (H)---FixedI-Curve3503506.60%6.700%99.97028
DUSD27.6604.37-BBB-A---FixedI-Curve5105108.16%8.304%99.98621
EUSD68.2604.67-BB--BBB (L)---------Retained
Filings
Tranche Comments
A: First Pay: 2022-07-20; Registration: 144A/Reg S; B: First Pay: 2022-07-20; Registration: 144A/Reg S; C: First Pay: 2022-07-20; Registration: 144A/Reg S; D: First Pay: 2022-07-20; Registration: 144A/Reg S; E: First Pay: 2022-07-20; Registration: 144A Only;
Deal Comments
The deal was upsized from USD$300m to USD$400m
Collateral
Fixed rate consumer loans
Risk Retention
US - Yes, EU - No
Pricing Speed
30% CPR and 10% Clean-Up Call
Research
AllReportsSurveillanceOther
SectorNameTypePublisherDate
ESOT
Lendmark Funding Trust 2022-1: October 2022 Performance Analytics ReportPerformance AnalyticsDBRS-MS
Oct 27, 2022
ESOT
DBRS Morningstar Finalizes Provisional Ratings on Lendmark Funding Trust 2022-1Press ReleaseDBRS-MS
Jun 28, 2022
ESOT
Lendmark Funding Trust 2022-1: Rating ReportRating ReportDBRS-MS
Jun 28, 2022
ESOT
DBRS Morningstar Assigns Provisional Ratings to Lendmark Funding Trust 2022-1Press ReleaseDBRS-MS
Jun 17, 2022
ESOT
Lendmark Funding Trust 2022-1: Presale ReportPresale ReportDBRS-MS
Jun 17, 2022
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